It will be good if you will pin point the bad part for knowledge in the future. Either dodgy Depletion after some event, because there was the bricked VR4 to indicate something must had happened, or the small cap was doing something were my suspicions. Anyway. Nice Vin-Vout, stable regulation in the context of the real build and load, all well!
Let us know in the Itch thread if it restored to original sonics or to something better after enough Jazz records.

I well noted the small cap to repair the old pcb. You are right Depletion Mosfets are delicate so with minimum issue I will recommend to change as per your advice.
I will post in the Valve Itch thread if improved or not the subjective very good sonic perfomance, do you like also Jazz?

Congrats, Merlin....really good sound with those regs, when they are working. I replaced the sk117 and irf840, no result. But I received a mail from Teabag today saying that the PCB including 2 sets of semis is sent, so I am going to wait some days and then rebuild it from the ground again. This time I'll use crimped wires and lots of patience and so on...when done, I'll post a pic of a nice black meshie AZ1 from Miniwatt Italy, never seen before.

When yours was working before the first shorting accident, it was fully installed and grounded, right? After exchanges, was it restored to all installation details equal also? Trying to understand if there is another parameter at play too. Is there a film cap across the input connector, or its input cables are short enough to last rectification capacitor? Did you always use the same C1,2 capacitors after the two accidents? Can exchange those? A picture of the whole build could give a clue to something maybe. Can take a photo?

Yes, was installed but just on a breadboard for testing, second PCB also was first working on breadboard, the I put in in place in the preamp, grounded and all. And then, zing...
I exchanged the 0,33 cap, not the 10µ, because this is the only one I've got right now. I don't think it is the culprit, it is more of replacing wildly parts, missing the broken one and shooting another healthy one, moving in a circle. Better to replace all of them, including zeners, it takes less time. Would be different if I could use a scope or something like that, then troubleshooting is much easier and precise.

I give it a rest now, also because all spare semis are gone now, so I am forced to wait. Will test the 10µ in another build just to be sure...I'll take a photo later, of the working reg plus preamp.
Thanks for your support, Salas, very appreciated.